follow the above link to the installation instructions. It has excellent pictures of it installed.
I'm sure the dealer can install this if you ask them. Some dealers won't touch aftermarket stuff and some will - it really depends. They won't warranty the part, but they will usually warranty their labor.
Your warranty cannot be "voided" as a whole. They can only void the warranty on parts that you replace, or if they can prove that the parts that you replaced caused a problem with another part.
i.e. if you put in a boost controller and blew up your turbo, they could void your warranty on a lot of stuff, but if you replace your muffler, there's not much else it can affect or that they could say.
A mechanical boost guage is a passive device so can't really damage anything, but if it's not hooked up correctly, you could get a boost leak which they could charge you to diagnose and repair if your installation caused it.